+546.0%
RKLB vs BG
+135.1%
+410.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.0% |
| 7D | -2.0% | +3.1% | -5.2% | -2.7% |
| 30D | -22.4% | +10.2% | -32.7% | -24.1% |
| 3M | -45.2% | -1.7% | -43.5% | -45.1% |
| 6M | -12.5% | +1.0% | -13.5% | -13.4% |
| YTD | -9.8% | +39.9% | -49.7% | -17.3% |
| 1Y | +30.0% | +53.2% | -23.2% | +15.6% |
| 3Y | +942.2% | +16.3% | +925.9% | +891.6% |
| 5Y | +236.8% | +83.9% | +152.9% | +177.3% |
| All | +546.0% | +135.1% | +410.9% | +415.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling